+312.0%
IVV vs RL
+342.1%
-30.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | +3.3% | +2.4% | +1.0% | +2.7% |
| 30D | -2.7% | +4.6% | -7.2% | -3.9% |
| 3M | -1.7% | -1.1% | -0.6% | -1.7% |
| 6M | +3.2% | +16.5% | -13.4% | -1.7% |
| YTD | +12.0% | +11.4% | +0.6% | +7.4% |
| 1Y | +12.1% | +16.1% | -4.0% | +6.2% |
| 3Y | +78.6% | +252.6% | -174.0% | +22.9% |
| 5Y | +73.8% | +244.9% | -171.0% | +17.2% |
| All | +312.0% | +342.1% | -30.1% | +150.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling